V-Lab
CBOE EFA ETF Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 20th, 2024:312.53% (+3.15%)
Analysis last updated: Friday, December 20, 2024 at 12:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.9344 | 20.00 | |
| 0.2176 | 17.07 | |
| 0.8095 | 129.58 | |
| -0.1543 | -8.73 |
Estimation Period:
Jan 2, 2008 to Dec 13, 2024
Jan 2, 2008 to Dec 13, 2024
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